+140.8%
CP vs TW
+294.9%
-154.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | -0.7% | +2.8% | -3.5% | -1.3% |
| 30D | +9.6% | +18.1% | -8.4% | +5.3% |
| 3M | +2.2% | +25.2% | -23.0% | -3.4% |
| 6M | +11.1% | +19.1% | -8.0% | +5.9% |
| YTD | +28.2% | +21.9% | +6.3% | +20.5% |
| 1Y | +32.2% | +18.9% | +13.2% | +25.1% |
| 3Y | +35.5% | +41.7% | -6.2% | +17.8% |
| 5Y | +26.8% | +40.4% | -13.6% | +8.0% |
| All | +140.8% | +294.9% | -154.1% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling